Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[84]) |
72 | 9.963 | - | - | - | - | - | - | - |
73 | 10.158 | - | - | - | - | - | - | - |
74 | 9.225 | - | - | - | - | - | - | - |
75 | 10.474 | - | - | - | - | - | - | - |
76 | 9.757 | - | - | - | - | - | - | - |
77 | 10.49 | - | - | - | - | - | - | - |
78 | 10.281 | - | - | - | - | - | - | - |
79 | 10.444 | - | - | - | - | - | - | - |
80 | 10.64 | - | - | - | - | - | - | - |
81 | 10.695 | - | - | - | - | - | - | - |
82 | 10.786 | - | - | - | - | - | - | - |
83 | 9.832 | - | - | - | - | - | - | - |
84 | 9.747 | - | - | - | - | - | - | - |
85 | 10.411 | 10.3477 | 9.7878 | 10.9717 | 0.4212 | 0.9704 | 0.7243 | 0.9704 |
86 | 9.511 | 9.4255 | 8.9492 | 9.9525 | 0.3752 | 1e-04 | 0.7721 | 0.1159 |
87 | 10.402 | 10.5541 | 9.9601 | 11.2193 | 0.327 | 0.9989 | 0.5933 | 0.9913 |
88 | 9.701 | 9.9456 | 9.4078 | 10.5449 | 0.2119 | 0.0678 | 0.7313 | 0.742 |
89 | 10.54 | 10.4985 | 9.898 | 11.1721 | 0.4519 | 0.9898 | 0.5098 | 0.9856 |
90 | 10.112 | 10.2777 | 9.6949 | 10.9309 | 0.3095 | 0.2157 | 0.4961 | 0.9444 |
91 | 10.915 | 10.6647 | 10.0349 | 11.3741 | 0.2446 | 0.9366 | 0.729 | 0.9944 |
92 | 11.183 | 10.7329 | 10.0901 | 11.4582 | 0.1119 | 0.3113 | 0.5991 | 0.9961 |
93 | 10.384 | 10.5771 | 9.9463 | 11.2886 | 0.2973 | 0.0476 | 0.3727 | 0.9889 |
94 | 10.834 | 10.71 | 10.0593 | 11.4456 | 0.3706 | 0.8075 | 0.4198 | 0.9949 |
95 | 9.886 | 9.8317 | 9.272 | 10.4592 | 0.4326 | 9e-04 | 0.4996 | 0.6043 |
96 | 10.216 | 9.9739 | 9.3951 | 10.6246 | 0.2329 | 0.6045 | 0.7529 | 0.7529 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0308 | 0.0061 | 0 | 0.004 | 0 | 0 |
86 | 0.0285 | 0.0091 | 0.0076 | 0.0073 | 0.0057 | 0.0752 |
87 | 0.0322 | -0.0144 | 0.0099 | 0.0231 | 0.0115 | 0.1072 |
88 | 0.0307 | -0.0246 | 0.0135 | 0.0598 | 0.0236 | 0.1535 |
89 | 0.0327 | 0.004 | 0.0116 | 0.0017 | 0.0192 | 0.1386 |
90 | 0.0324 | -0.0161 | 0.0124 | 0.0275 | 0.0206 | 0.1435 |
91 | 0.0339 | 0.0235 | 0.014 | 0.0627 | 0.0266 | 0.1631 |
92 | 0.0345 | 0.0419 | 0.0175 | 0.2026 | 0.0486 | 0.2204 |
93 | 0.0343 | -0.0183 | 0.0175 | 0.0373 | 0.0473 | 0.2176 |
94 | 0.035 | 0.0116 | 0.017 | 0.0154 | 0.0441 | 0.2101 |
95 | 0.0326 | 0.0055 | 0.0159 | 0.003 | 0.0404 | 0.201 |
96 | 0.0333 | 0.0243 | 0.0166 | 0.0586 | 0.0419 | 0.2047 |